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~person:"Teichmann, Josef"
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Teichmann, Josef
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Deep hedging under
rough
volatility
Horvath, Blanka Nora
;
Teichmann, Josef
;
Žuric̆, Žan
- In:
Risks
9
(
2021
)
7
,
pp. 1-20
) Markovian setup. In particular, we analyse the hedging performance of the original architecture under
rough
volatility
models in …
Persistent link: https://www.econbiz.de/10013200802
Saved in:
2
Deep hedging under
rough
volatility
Horvath, Blanka Nora
;
Teichmann, Josef
;
Zuric, Zan
-
2021
) Markovian setup. In particular we analyse the hedging performance of the original architecture under
rough
volatility
models …
Persistent link: https://www.econbiz.de/10012800441
Saved in:
3
Deep hedging under
rough
volatility
Horvath, Blanka Nora
;
Teichmann, Josef
;
Žuric̆, Žan
- In:
Risks : open access journal
9
(
2021
)
7
,
pp. 1-20
) Markovian setup. In particular, we analyse the hedging performance of the original architecture under
rough
volatility
models in …
Persistent link: https://www.econbiz.de/10012599633
Saved in:
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